NYMEX Light Sweet Crude Oil Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
81.23 |
79.25 |
-1.98 |
-2.4% |
82.82 |
| High |
81.43 |
81.08 |
-0.35 |
-0.4% |
84.89 |
| Low |
79.05 |
78.95 |
-0.10 |
-0.1% |
79.90 |
| Close |
79.38 |
80.39 |
1.01 |
1.3% |
83.19 |
| Range |
2.38 |
2.13 |
-0.25 |
-10.5% |
4.99 |
| ATR |
2.12 |
2.12 |
0.00 |
0.0% |
0.00 |
| Volume |
325,403 |
235,581 |
-89,822 |
-27.6% |
1,889,163 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.53 |
85.59 |
81.56 |
|
| R3 |
84.40 |
83.46 |
80.98 |
|
| R2 |
82.27 |
82.27 |
80.78 |
|
| R1 |
81.33 |
81.33 |
80.59 |
81.80 |
| PP |
80.14 |
80.14 |
80.14 |
80.38 |
| S1 |
79.20 |
79.20 |
80.19 |
79.67 |
| S2 |
78.01 |
78.01 |
80.00 |
|
| S3 |
75.88 |
77.07 |
79.80 |
|
| S4 |
73.75 |
74.94 |
79.22 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.63 |
95.40 |
85.93 |
|
| R3 |
92.64 |
90.41 |
84.56 |
|
| R2 |
87.65 |
87.65 |
84.10 |
|
| R1 |
85.42 |
85.42 |
83.65 |
86.54 |
| PP |
82.66 |
82.66 |
82.66 |
83.22 |
| S1 |
80.43 |
80.43 |
82.73 |
81.55 |
| S2 |
77.67 |
77.67 |
82.28 |
|
| S3 |
72.68 |
75.44 |
81.82 |
|
| S4 |
67.69 |
70.45 |
80.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.81 |
78.95 |
4.86 |
6.0% |
2.01 |
2.5% |
30% |
False |
True |
294,559 |
| 10 |
84.89 |
78.95 |
5.94 |
7.4% |
2.10 |
2.6% |
24% |
False |
True |
335,157 |
| 20 |
84.89 |
75.69 |
9.20 |
11.4% |
2.09 |
2.6% |
51% |
False |
False |
339,805 |
| 40 |
84.89 |
67.27 |
17.62 |
21.9% |
2.07 |
2.6% |
74% |
False |
False |
274,604 |
| 60 |
84.89 |
66.98 |
17.91 |
22.3% |
2.23 |
2.8% |
75% |
False |
False |
220,633 |
| 80 |
84.89 |
64.21 |
20.68 |
25.7% |
2.32 |
2.9% |
78% |
False |
False |
179,831 |
| 100 |
84.89 |
64.21 |
20.68 |
25.7% |
2.23 |
2.8% |
78% |
False |
False |
152,408 |
| 120 |
84.89 |
64.21 |
20.68 |
25.7% |
2.34 |
2.9% |
78% |
False |
False |
132,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.13 |
|
2.618 |
86.66 |
|
1.618 |
84.53 |
|
1.000 |
83.21 |
|
0.618 |
82.40 |
|
HIGH |
81.08 |
|
0.618 |
80.27 |
|
0.500 |
80.02 |
|
0.382 |
79.76 |
|
LOW |
78.95 |
|
0.618 |
77.63 |
|
1.000 |
76.82 |
|
1.618 |
75.50 |
|
2.618 |
73.37 |
|
4.250 |
69.90 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
80.27 |
80.93 |
| PP |
80.14 |
80.75 |
| S1 |
80.02 |
80.57 |
|